Do you think pennata is a real option? I'm not an expert so I looked at wikipedia (I know, take a large pinch of salt) but there it is suggested pennata had a range from Portugal to Italy which would make Greece unlikely.

where somebody says fasciata is the only Empusa in Greece. But he has not obvious qualifications to say that. Is there an authoritive source available on the net, to your knowledge, which gives the ranges of different species of mantids?

I don't have a definitive answer, but E. pennata is listed as one of the four species of mantid in Cyprus, and Cyprus is obviously east of Italy... So Greece has to be at least a reasonable possibility.

Now my French is somewhat rusty so it's a good job there's a picture lower down which I hope is illustrating the lobe on the haunches and it seems to point to knobbly bits just before the leg joint. Looking again at the photo in this thread there seem to me to be small knobbly bits. What do you think?